+642.9%
WDC vs WU
-38.9%
+681.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.6% |
| 7D | +12.1% | -2.0% | +14.1% | +12.8% |
| 30D | -18.8% | +11.4% | -30.2% | -23.6% |
| 3M | -39.3% | -6.8% | -32.5% | -38.6% |
| 6M | -40.1% | -14.6% | -25.5% | -38.7% |
| YTD | +71.8% | -20.6% | +92.4% | +80.6% |
| 1Y | +88.5% | -15.4% | +103.8% | +91.1% |
| 3Y | +770.0% | -23.6% | +793.6% | +784.2% |
| 5Y | +549.0% | -43.4% | +592.4% | +671.1% |
| All | +642.9% | -38.9% | +681.8% | +707.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling